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Which of the following is most correct concerning the standard deviation of a 2-stock portfolio ? Group of answer choices It is a simple average

Which of the following is most correct concerning the standard deviation of a 2-stock portfolio?

Group of answer choices

It is a simple average of the two stocks standard deviations.

It must be equal to the weighted average of the two stocks standard deviations.

It can be greater than the weighted average of the two stocks standard deviations.

The larger the two stocks return correlation, the bigger the portfolios standard deviation.

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